+68.5%
COST vs KRE
+84.3%
-15.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -4.7% | -4.5% | -0.2% | -4.2% |
| 3M | -7.1% | +2.7% | -9.9% | -7.5% |
| 6M | -8.5% | +16.9% | -25.4% | -10.5% |
| YTD | +5.4% | +15.4% | -10.0% | +3.1% |
| 1Y | -5.6% | +16.1% | -21.7% | -7.9% |
| 3Y | +68.5% | +85.7% | -17.2% | +51.3% |
| All | +68.5% | +84.3% | -15.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling